In a bowl, add softened cream cheese, half of shredded cheddar cheese and BBQ Rub. Mix until well combined. Set aside.
Divide ground beef into four equal pieces. Shape into patties and then form a dish, making sides for the filling, as shown in the photo.
Spoon filling into the ground beef and spread evenly.
Top with remaining cheese and jalapeno slices.
Refrigerate until ready to grill.
Prepare a medium grill fire to about 320° using hickory or oak for smoke flavor.
Grill burgers over indirect fire with the grill closed with the filling side up.
Cook for about 15 minutes or until burgers reach 160° using a digital meat thermometer.
Remove burgers from the grill and allow to rest while you toast the buns.
Spread butter over buns and toast lightly on the grill or under the broiler.
Make burgers adding your favorite condiments and toppings.